The man was spotted climbing down the hose from the bridge just before 9 a.m.
He slid down onto the roof of a building used as an NYPD repair shop and quickly fled the scene.
No arrests were made.
Police responded to the area, searching the rooftops of nearby buildings as well as the bridge structure.
Officers were immediately suspicious because bridge supervisors told them no workers or contractors were scheduled for the holiday.
The water hose is believed to have been part of the ongoing bridge reconstruction project.